+1,097.4%
ENTG vs APD
+1,948.9%
-851.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.8% |
| 7D | -17.1% | -3.7% | -13.4% | -14.4% |
| 30D | -23.0% | +9.6% | -32.6% | -29.0% |
| 3M | -10.2% | +1.6% | -11.9% | -12.3% |
| 6M | -17.8% | +2.2% | -19.9% | -21.1% |
| YTD | +52.4% | +25.9% | +26.5% | +21.4% |
| 1Y | +49.8% | +20.1% | +29.6% | +23.1% |
| 3Y | +42.1% | +12.4% | +29.7% | +17.0% |
| 5Y | -10.2% | +11.1% | -21.4% | -25.7% |
| 10Y | +756.0% | +190.1% | +565.8% | +180.0% |
| All | +1,097.4% | +1,948.9% | -851.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling